Stock price prediction is an important and challenging problem in stock market analysis. Existing prediction methods either exploit autocorrelation of stock price and its correlation with the supply and demand of stock, or explore predictive indictors exogenous to stock market. In this paper, using transaction record of stocks with identifier of traders, we introduce an index to characterize ma...

in this study business operations and liquidity and credit risk on price fluctuations on the stock exchange since 2010 to 2013 has been tehran distance. the sample consisted of 76 company the systematic elimination method is selected. the company had a total of 304 years, in this study, the hypothesis of linear regression and correlation to analyse the data and test hypotheses eviews software i...

Previous analyses of a large ensemble of stock markets have demonstrated that a log-periodic power law (LPPL) behavior of the prices constitutes a qualifying signature of speculative bubbles that often land with a crash. We detect such a LPPL signature in the foreign capital inflow during the bubble on the US markets culminating in March 2000. We detect a weak synchronization and lag with the N...

In the backdrop of the creation and collapse of the Cyprus stock market bubble, we document substantial positive abnormal returns around the announcement and execution of stock splits in Cyprus. Split-induced returns cannot be explained by variables proxying for conventional liquidity and signalling hypotheses for stock split activity, and are largely reversed in the post-split months. Post-spl...

This paper describes the prediction scheme of stock price by using multiagent systems. Agents predict the stock price according to their strategies which is defined from technical and fundamental parameters such as some index related to the stock price, the currency exchange rate of the Japanese Yen (JPY) against the US Dollar and so on. Agents are randomly generated to construct population and...

During recent years, examining the performance of contrarian strategies has been taken into consideration by scholars and stock market's activists, though several evidences are available based on profitability of this type of strategies, much of them have been referred to American and European's stock markets. In current study, the act of these strategies will be examined in Tehran's stock exch...

During recent years, examining the performance of contrarian strategies has been taken into consideration by scholars and stock market's activists, though several evidences are available based on profitability of this type of strategies, much of them have been referred to American and European's stock markets. In current study, the act of these strategies will be examined in Tehran's stock exch...

The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and   accessing information in the case of future status of capital market. Undoubtedly, nowadays most part of capital is exchanged via stock exchange all around ...

this paper examines the relationship between accounting conservatism and informational content of earnings using data of 167 firms listed on the tehran stock exchange during 2004-2013. accounting conservatism is measured based on khan and watts' (2009) model and feltham and ohlsson (1995) price model and easton and hariss (1991) return models were used to evaluate the informational content...